Optimal Dynamic Strategies on Gaussian Returns

Nick Firoozye, Adriano Koshiyama

Type: Preprint

Publication Date: 2019-01-01

Citations: 0

DOI: https://doi.org/10.48550/arxiv.1906.01427

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UCL Discovery (University College London) - View - PDF
arXiv (Cornell University) - View - PDF
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Works Cited by This (13)

Action	Title	Year	Authors
+	None	2002	Friedrich Götze А. Н. Тихомиров
+	The moments of products of quadratic forms in normal variables*	1978	Jan R. Magnus
+ PDF Chat	Asymptotic expansion in the central limit theorem for quadratic forms	2007	Friedrich Götze А. Н. Тихомиров V. A. Yurchenko
+ PDF Chat	An Analysis of the Total Least Squares Problem	1980	Gene H. Golub Charles F. Van Loan
+	A general Isserlis theorem for mixed-Gaussian random variables	2011	J. V. Michalowicz Jonathan M. Nichols F. Bucholtz Colin C. Olson
+	Analytical and monte carlo comparisons of six different linear least squares fits	1992	G. Jogesh Babu Eric D. Feigelson
+ PDF Chat	Asymptotic Distribution of Quadratic Forms	1999	Friedrich Götze А. Н. Тихомиров
+	Comparing measures of sample skewness and kurtosis	1998	D. N. Joanes Christine A. Gill
+	Multitude of bivariate<i>t</i>distributions	2004	Saralees Nadarajah Samuel Kotz
+ PDF Chat	Trend Filtering Methods for Momentum Strategies	2011	Benjamin Bruder Tung-Lam Dao Jean-Charles Richard Thierry Roncalli